Convex minorants of random walks and Lévy processes (Q428673): Difference between revisions
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| Property / author: Jim W. Pitman / rank | |||
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| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / zbMATH DE Number: 6049198 / rank | |||
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random walks | |||
| Property / zbMATH Keywords: random walks / rank | |||
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Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
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Brownian meander | |||
| Property / zbMATH Keywords: Brownian meander / rank | |||
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convex minorant | |||
| Property / zbMATH Keywords: convex minorant / rank | |||
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uniform stickbreaking | |||
| Property / zbMATH Keywords: uniform stickbreaking / rank | |||
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fluctuation theory abstract this article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and Lévy processes as detailed in [ | |||
| Property / zbMATH Keywords: fluctuation theory abstract this article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and Lévy processes as detailed in [ / rank | |||
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| Property / arXiv ID: 1102.0818 / rank | |||
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| Property / OpenAlex ID: W1973953219 / rank | |||
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Latest revision as of 08:51, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex minorants of random walks and Lévy processes |
scientific article |
Statements
Convex minorants of random walks and Lévy processes (English)
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22 June 2012
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random walks
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Lévy processes
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Brownian meander
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convex minorant
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uniform stickbreaking
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fluctuation theory abstract this article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and Lévy processes as detailed in [
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